Senior Manager, Wholesale Capital Measurement & Analytics, FRO
RBC CENTRE, 155 WELLINGTON ST W:TORONTO, Canada
CAD 74K-138K (estimate) Senior-level Full Time
Tasks
- Assess impact of new and changing regulations
- Calculate regulatory capital requirements for wholesale portfolios
- Collaborate with stakeholders to ensure capital measurement accuracy
- Conduct capital measurement and reporting reviews with control functions
- Define and enhance capital attribution and analytics
- Define and scope capital measurement use cases for wholesale products
- Develop capital measurement validation approaches
- Drive RWA optimization opportunities
- Identify process improvements for RWA governance and controls
- Implement wholesale credit risk models and parameters
- Manage remediation of RWA review findings
- Participate in Quantitative Impact Studies
- Perform scenario and sensitivity analysis for capital measurement
- Provide analytical advisory on regulatory capital calculations
- Submit regulatory filings and internal disclosures
- Support rollout and stabilization of capital measurement tool
- Translate Basel guidelines into business and technical requirements
Perks/Benefits
Skills/Tech-stack
Basel II | Basel III | Basel IV | Capital Attribution | Capital Measurement | Capital adequacy | Credit Risk | Credit risk modeling | EAD | IRB | Leverage Measurement | OSFI CAR | Parameter estimation | Pillar 3 | RWA | RWA optimization | Regulatory Capital | Regulatory Frameworks | Regulatory filings | Risk Modeling | SOX | Stress Testing | Trading Portfolios
Roles
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